Quantum model for the price dynamics: The problem of smoothness of trajectories

We apply methods of quantum mechanics to mathematical modelling of price dynamics in a financial market. We propose to describe behavioral financial factors (e.g., expectations of traders) by using the pilot wave (Bohmian) model of quantum mechanics. Our model is a quantum-like model of the financial market, cf. with works of W. Segal, I.E. Segal, E. Haven. In this paper we study the problem of smoothness of price-trajectories in the Bohmian financial model. We show that even the smooth evolution of the financial pilot wave ψ(t,x) (representing expectations of traders) can induce jumps of prices of shares.     

Optimal Control of the Obstacle for an Elliptic Variational Inequality

An optimal control problem for an elliptic obstacle variational inequality is considered. The obstacle is taken to be the control and the solution to the obstacle problem is taken to be the state. The goal is to find the optimal obstacle from H ¹ ₀ (Ω) so that the state is close to the desired profile while the H ¹ (Ω) norm of the obstacle is not too large. Existence, uniqueness, and regularity as well as some characterizations of the optimal pairs are established. Accepted 11 September 1996     

Free energy and some sample path properties of a random walk with random potential

We study the asymptotic behavior of the free energy for a model (defined by Sinai) of one-dimensional random walk with random potential. In particular, we obtain a central limit theorem and a strong law of large numbers for this free energy. We use some results on the free energy to study some sample path properties of this random walk which are related respectively to its recurrence and localization. Some exponents describing the recurrence and localization are found.     

Equivalent quasi-norms on Lorentz spaces

We give new characterizations of Lorentz spaces by means of certain quasi-norms which are shown to be equivalent to the classical ones.

     

倒向随机微分方程及其应用

本文将介绍一类新的议程：倒向随机微分方程，为了便于理解，我们将首先通过与常微分方程和经典的随机微分方程的对比，并通过数理经济和数学金融学中的一个典型的例子来引入倒向随机微分方程。     

Interaction of He Atoms with XeF2 Observed in Crossed Molecular Beams

The interactional shape of XeF₂ with respect to energy and distance was observed by He atom scattering in molecular beam experiments. The heterogeneous second virial coefficient and the binary coefficient of diffusion were calculated from the resulting interaction potential.     

Structure and Curie temperature of Y2Fe17-xCrx

The structures of Y2Fe17-xCrx are simulated by the ab initio potentials. The site preference of Cr atom in Y2Fe17 is evaluated and the order is determined as 4f, 12j, which is close to the experimental result. Based on the site preference behavior, the calculated parameters and the atom sites of Y-Fe-Cr system are studied. The result corresponds well to observed data. Further, the DOS of the relaxed structures are calculated and the variation in Curie temperature is explained qualitatively by the spin-fluctuation theory.     

Wegner estimate for sparse and other generalized alloy type potentials

We prove a Wegner estimate for generalized alloy type models at negative energies (Theorems 8 and 13). The single site potential is assumed to be non-positive. The random potential does not need to be stationary with respect to translations from a lattice. Actually, the set of points to which the individual single site potentials are attached, needs only to satisfy a certain density condition. The distribution of the coupling constants is assumed to have a bounded density only in the energy region where we prove the Wegner estimate.     

An Inverse Problem for the Matrix Schrödinger Equation

By modifying and generalizing some old techniques of N. Levinson, a uniqueness theorem is established for an inverse problem related to periodic and Sturm-Liouville boundary value problems for the matrix Schrödinger equation.     

The Ansatz Method for Analyzing Schrödinger’s Equation with Three Anharmonic Potentials in D Dimensions

In this letter, by applying a suitable ansatz to the wave functions, the solutions of the D-dimensional radial Schrödinger equation with some anharmonic potentials are obtained.